Statistical Methods and Applications in Insurance and Finance: CIMPA School, Marrakech and Kelaat M'
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- Artikel-Nr.: 10444214
Beschreibung
1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time.- 2 M'hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time-inhomogeneous L´evy process: A Malliavin calculus approach and numeric.- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis.- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus.- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview.- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs.- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps.- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps.- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.
Eigenschaften
Breite: | 162 |
Gewicht: | 518 g |
Höhe: | 244 |
Länge: | 17 |
Seiten: | 225 |
Sprachen: | Englisch |
Autor: | El Hassan Essaky, Josep Vives |
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